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The multi-armed bandit problem is a core framework for sequential decision-making under uncertainty, but classical algorithms often fail in environments with hidden, time-varying states that confound reward estimation and optimal action…

Machine Learning · Computer Science 2026-02-19 Jikai Jin , Kenneth Hung , Sanath Kumar Krishnamurthy , Baoyi Shi , Congshan Zhang

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Robotics · Computer Science 2021-06-23 Wouter Caarls

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

We propose a compositional approach to synthesize policies for networks of continuous-space stochastic control systems with unknown dynamics using model-free reinforcement learning (RL). The approach is based on implicitly abstracting each…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Abolfazl Lavaei , Mateo Perez , Milad Kazemi , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Majid Zamani

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Quantum reinforcement learning (QRL) is a promising paradigm for near-term quantum devices. While existing QRL methods have shown success in discrete action spaces, extending these techniques to continuous domains is challenging due to the…

Quantum Physics · Physics 2025-03-19 Shaojun Wu , Shan Jin , Dingding Wen , Donghong Han , Xiaoting Wang

Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases,…

Machine Learning · Computer Science 2018-05-24 Arbaaz Khan , Clark Zhang , Daniel D. Lee , Vijay Kumar , Alejandro Ribeiro

We develop a new and general encode-approximate-reconstruct operator learning model that leverages learned neural representations of bases for input and output function distributions. We introduce the concepts of \textit{numerical operator…

Machine Learning · Computer Science 2025-07-11 Jacob Hauck , Yanzhi Zhang

Many reinforcement learning (RL) applications have combinatorial action spaces, where each action is a composition of sub-actions. A standard RL approach ignores this inherent factorization structure, resulting in a potential failure to…

Machine Learning · Computer Science 2023-05-04 Shengpu Tang , Maggie Makar , Michael W. Sjoding , Finale Doshi-Velez , Jenna Wiens

A practical challenge in reinforcement learning are combinatorial action spaces that make planning computationally demanding. For example, in cooperative multi-agent reinforcement learning, a potentially large number of agents jointly…

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…

Machine Learning · Computer Science 2024-10-01 Umer Siddique , Abhinav Sinha , Yongcan Cao

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

Machine Learning · Computer Science 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

Most model-free reinforcement learning methods leverage state representations (embeddings) for generalization, but either ignore structure in the space of actions or assume the structure is provided a priori. We show how a policy can be…

Machine Learning · Computer Science 2019-05-16 Yash Chandak , Georgios Theocharous , James Kostas , Scott Jordan , Philip S. Thomas

Efficient spatial exploration is a key aspect of search and rescue. In this paper, we present a search algorithm that generates efficient trajectories that optimize the rate at which probability mass is covered by a searcher. This should…

Robotics · Computer Science 2019-06-18 Sandeep Manjanna , Herke van Hoof , Gregory Dudek

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

We develop a method for policy architecture search and adaptation via gradient-free optimization which can learn to perform autonomous driving tasks. By learning from both demonstration and environmental reward we develop a model that can…

Machine Learning · Computer Science 2017-10-18 Sayna Ebrahimi , Anna Rohrbach , Trevor Darrell
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